Forming stable timescales from the Jones–Tryon Kalman filter
C. A. Greenhall · Metrologia · 2003
This is a study of three timescales formed from a Kalman filter operating on a model of a clock ensemble. The raw Kalman scale is unstable at short averaging times. The Kalman-plus-weights and reduced Kalman scales are stable at all averaging times. An optimality property is proved for the reduced Kalman scale.